+135.9%
XLU vs EWJ
+144.4%
-8.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -3.3% | +0.8% | -4.1% | -3.7% |
| 3M | -3.2% | +7.5% | -10.7% | -6.5% |
| 6M | -7.0% | +15.6% | -22.5% | -13.5% |
| YTD | +0.6% | +22.7% | -22.1% | -9.2% |
| 1Y | +2.4% | +26.4% | -24.0% | -9.0% |
| 3Y | +46.3% | +72.5% | -26.3% | +8.9% |
| 5Y | +44.0% | +52.4% | -8.5% | +13.8% |
| All | +135.9% | +144.4% | -8.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling